How did you guys come with leaving your family and did you have any feelings of loneliness?
I made my break as soon as I could after high school, and had been preparing for it for more than a year. Preparing for it involved maintaining my grades at the highest possible level, scoring well on college entrance exams, and being acepted at a university far enough away from hom to guarantee minimal interference.
Now, once I moved out, I did attend some meetings in my new town, probably more to see if it was any better going on my own rather than going because I "had to go". That lasted a few months, until I decided that I didn't even like going when I was attending meetings of my own free will. I got one visit from a couple of the elders after I had missed several meetings. They found me at my apartment, sick with the flu that day. They didn't stay long, and I never heard from them again.
But I didn't really experience any loneliness. I was making all kinds of friends in college & had joined a fraternity. And I was making more friends at work. Plus I was sharing an apartment with my best friend from childhood (a non-JW) ... so it's not like I was cut off from civilization. And I did have additional companionship through dating ... it's a helluva lot of fun when you're not restricted to dating as a prelude to getting hitched.
Bottom line: I coped by taking charge of my life & living it the way I saw fit.